An Objective Bayesian Criterion to Determine Model Prior Probabilities

DOI10.1111/sjos.12145zbMath1419.62053OpenAlexW1514551980MaRDI QIDQ3460655

Cristiano Villa, Stephen G. Walker

Publication date: 8 January 2016

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://kar.kent.ac.uk/47157/1/ModelSelection_Final.pdf

zbMATH Keywords

Kullback-Leibler divergenceBayesian model selectionobjective Bayesprior probabilitiesworthself-information loss

Mathematics Subject Classification ID

Bayesian inference (62F15) Characteristic functions; other transforms (60E10)

Related Items (8)

Prior distributions for objective Bayesian analysis ⋮ Robust beta regression modeling with errors-in-variables: a Bayesian approach and numerical applications ⋮ Copula modelling with penalized complexity priors: the bivariate case ⋮ A loss‐based prior for Gaussian graphical models ⋮ On the mathematics of the Jeffreys–Lindley paradox ⋮ A loss-based prior for variable selection in linear regression methods ⋮ On a loss-based prior for the number of components in mixture models ⋮ Bayesian loss-based approach to change point analysis

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